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One Security, Four Markets: Canada-US Cross-Listed Options and Underlying Equities
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1002/(sici)1096-9934(199909)19:6<619::aid-fut1>3.0.co;2-mopenalex-extracted
Price discovery in the German equity index derivatives markets
inferredcites →https://doi.org/10.1016/0261-5606(94)90016-7openalex-extracted
Stock returns and the transfer of information between the New York and Tokyo stock exchanges
inferredcites →https://doi.org/10.1016/j.jempfin.2003.10.004openalex-extracted
Internationally cross-listed stock prices during overlapping trading hours: price discovery and exchange rate effects
inferredcites →https://doi.org/10.1016/s0261-5606(01)00039-0openalex-extracted
Return and volatility behavior of dually-traded stocks: the case of Hong Kong
inferredcites →https://doi.org/10.1016/s0261-5606(99)00003-0openalex-extracted
A characterization of the price behavior of international dual stocks: an error correction approach
inferredcites →https://doi.org/10.1016/s0927-5398(98)00007-3openalex-extracted
Economic determinants of evolution in international stock market integration
inferredcites →https://doi.org/10.1016/s1057-5219(99)00003-4openalex-extracted
Price discovery on the S&P 500 index markets: An analysis of spot index, index futures, and SPDRs
inferredcites →https://doi.org/10.1016/s1386-4181(02)00027-7openalex-extracted
Price discovery and common factor models
inferredcites →https://doi.org/10.1016/s1386-4181(02)00028-9openalex-extracted
Measures of contributions to price discovery: a comparison
inferredcites →https://doi.org/10.1017/cbo9780511753978.003openalex-extracted
Testing for Causality: A Personal Viewpoint
inferredcites →https://doi.org/10.1080/07350015.1995.10524576openalex-extracted
Estimation of Common Long-Memory Components in Cointegrated Systems
inferredcites →https://doi.org/10.1093/rfs/4.3.483openalex-extracted
Multimarket Trading and Market Liquidity
inferredcites →https://doi.org/10.1111/0022-1082.194060openalex-extracted
Option Volume and Stock Prices: Evidence on Where Informed Traders Trade
inferredcites →https://doi.org/10.1111/1540-6261.00537openalex-extracted
Cross‐Border Listings and Price Discovery: Evidence from U.S.‐Listed Canadian Stocks
inferredcites →https://doi.org/10.1111/j.0008-4085.2004.00258.xopenalex-extracted
Canadian and U.S. financial markets: testing the international integration hypothesis under time‐varying conditional volatility
inferredcites →https://doi.org/10.1111/j.1475-6803.1994.tb00182.xopenalex-extracted
PROBABILITY OF PRICE REVERSAL AND RELATIVE NOISE IN STOCK AND OPTION MARKETS
inferredcites →https://doi.org/10.1111/j.1540-6261.1982.tb03597.xopenalex-extracted
Option Prices as Predictors of Equilibrium Stock Prices
inferredcites →https://doi.org/10.1111/j.1540-6261.1988.tb02614.xopenalex-extracted
The Interrelation of Stock and Options Market Trading-Volume Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1990.tb05087.xopenalex-extracted
Intraday Price Change and Trading Volume Relations in the Stock and Stock Option Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb02683.xopenalex-extracted
Inferring Trade Direction from Intraday Data
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb03998.xopenalex-extracted
The Behavior of Option Price Around Large Block Transactions in the Underlying Security
inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb05136.xopenalex-extracted
Why Option Prices Lag Stock Prices: A Trading-Based Explanation
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00661.xopenalex-extracted
Informed Trading in Stock and Option Markets
inferredcites →https://doi.org/10.1257/jep.2.3.147openalex-extracted
Variable Trends in Economic Time Series
inferredcites →https://doi.org/10.2307/1392518openalex-extracted
Estimation of Common Long-Memory Components in Cointegrated Systems
inferredcites →https://doi.org/10.2307/1913236openalex-extracted
Co-Integration and Error Correction: Representation, Estimation, and Testing
inferredcites →https://doi.org/10.2307/2331277openalex-extracted
Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets
inferredcites →https://doi.org/10.2307/2938278openalex-extracted
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
inferredcites →https://doi.org/10.2307/3595005openalex-extracted
Intraday Market Price Integration for Shares Cross-Listed Internationally
inferredcites →https://doi.org/10.3917/reco.543.0663openalex-extracted
Marchés dérivés et trading de volatilité
inferredcites →https://doi.org/10.1016/j.finmar.2009.09.003openalex-snapshot
A structural analysis of price discovery measures
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inferred← citeshttps://doi.org/10.2139/ssrn.3743379openalex-snapshot
Empirical Evidence of the Causative Association Between Spot, Futures and Options Market: An ARDL Model Approach
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